Mathematical finance. 2004;14(3):469-480. doi: 10.1111/j.0960-1627.2004.00200.x Q22.42025

THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES

极端罢工时隐含波动率的矩公式

DOI: 10.1111/j.0960-1627.2004.00200.x

摘要

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